PDF Download Option Volatility and Pricing: Advanced Trading Strategies and Techniques, 2nd Edition

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Option Volatility and Pricing: Advanced Trading Strategies and Techniques, 2nd Edition

PDF Download Option Volatility and Pricing: Advanced Trading Strategies and Techniques, 2nd Edition

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From the Back Cover

THE CLASSIC BESTSELLING GUIDE--NOW REVISED AND UPDATED For two decades, Sheldon Natenberg's Option Volatility & Pricing has been one of the most widely read texts among serious option traders around the world. Now updated for today's market, the second edition takes an indepth look at the latest developments and trends in option products and trading strategies. Topics include: * Theoretical Pricing Models * Understanding Volatility * Trading and Hedging Strategies * Risk Management * Option Arbitrage * Option Theory and the Real World * Volatility Contracts The book presents strategies and techniques used by successful option traders at major exchanges and professional trading firms around the globe. Expanded and completely revised to address today's markets, it's the most comprehensive book on the subject, written by someone in the unique position of being both a professional trader and educator. Includes a glossary of option terminology and math essentials

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About the Author

SHELDON NATENBERG is a well-known author and lecturer on options. He began his trading career in 1982 as an independent market maker in equity options at the Chicago Board Options Exchange. From 1985 to 2000 he traded commodity options, also as an independent floor trader, at the Chicago Board of Trade. Since 2000 he has been a member of the education team at Chicago Trading Company, a proprietary derivatives trading firm.

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Product details

Hardcover: 592 pages

Publisher: McGraw-Hill Education; 2 edition (November 21, 2014)

Language: English

ISBN-10: 0071818774

ISBN-13: 978-0071818773

Product Dimensions:

6.2 x 2.1 x 9.2 inches

Shipping Weight: 1.8 pounds (View shipping rates and policies)

Average Customer Review:

4.3 out of 5 stars

141 customer reviews

Amazon Best Sellers Rank:

#34,654 in Books (See Top 100 in Books)

This is the best book that I have read on the theoretical pricing model. It is well-written, the figures and tables reinforce the text, and the math is as simple as possible considering the complexity of the Black, Sholes, Merton model (model). Nevertheless, I have given the book only three stars because it does not confirm or compare its theoretical values with market data. Also, the book contains careless errors that should not exist after two editions. Although my comments concentrate on the book’s faults, I still strongly recommend it to serious traders who want to advance their understanding of options.The book fails to connect theory with reality. All the example trades, figures and tables are hypothetical. Option prices and the volatility that they imply (IV) are derived from the model. The book does not appear to use any market data. My specific comments point out discrepancies between the book’s hypothetical / theoretical findings and my observations of real market conditions.About a third of the book contains superfluous information that may not interest retail traders. This material includes lengthy discussions of arbitrage, market makers, synthetic conversions, and the effects of interest rates and dividends on option prices. I read and studied this material, but it has not influenced my trading.Page 228, Risk Considerations - Chapter 13 introduces and defines the concept of “theoretical edge” which is repeated throughout the book. The vague definition should be simplified and expressed in more concrete terms. It states, “theoretical edge – the average profit resulting from a strategy, assuming that the trader’s assessment of market conditions is correct.” Based on the data used to construct the spreads in this chapter, theoretical edge appears to be nothing more than the difference between an option’s theoretical and market price.Page 260, Using Synthetics in a Spreading Strategy - Instead of buying a long straddle: 1 June 100 call and 1 June 100 put, one could trade the synthetic equivalent: 2 June 100 calls and short 100 shares of the underlying stock. Here and elsewhere the text does not give practical advantages (e.g. risk vs reward) of using one versus the other.Pages 265 – 292, Option Arbitrage - Chapter 15 claims that “conversions and reversals are common strategies” (page 276), but towards the end of the chapter (page 288) Natenberg concedes that only an arbitrage trader who has low transaction costs and immediate access to the markets is likely to profit from conversions and reversals. Since the book seems inconsistent, I made simulated trades of conversions and reversals of the S&P 500 ETF (SPY) and held them until expiration. While risks were extremely low, the profits would not even cover the commissions. For example, on October 12, 2016 the SPY was trading at $213.82 and a 1 contract conversion would cost $21,396.00 (1 Oct 214 Put @ 1.82, -1 Oct 214 Call @ 1.68 and 100 SPY @ 213.82). At expiration, the conversion lost $2.50 ($2.50 profit - $5.00 commissions). Yields from other synthetic equivalents (boxes and rolls) were no better. While professional traders may profit from option arbitrage, retail traders who have limited funds and must pay commissions should avoid them.Pages 293 – 321, Early Exercise of American Options - According to Chapter 16, the decision to hold or exercise an option depends primarily on dividends and interest rates. The hypothetical trades assume that the stock pays a dividend before the option expires and interest rates are 6%. Presumably, if a stock does not pay a dividend and interest rates are near 0, none of this applies.The stock price is assumed to drop by the dividend amount on the same date that the dividend is paid. In practice, a stock’s price can drop on the X dividend date and then recover or drop further when the dividend is paid. I have personally seen this happen with Verizon (VZ) and AT&T (T). Unless the stock is paying a special, unscheduled dividend, I believe that the market will price the dividend into the stock making the adjustments described in this chapter unnecessary.Page 358, Maximum Gamma, Theta and Vega - Figure 18-10 illustrates that “Increasing the interest rate can cause the vega of a stock option to decline as time increases.” The vega values are plotted on three curves corresponding to interest rates that are assumed to stay fixed at 0%, 10% and 20% for up to 4 years. At first, vega increases for all the interest rates and after about 10 months vega declines but only if interest rates are at 20%.This figure, like others, makes extreme assumptions about interest rates just to illustrate a point. In the past 10 years, US interest rates have ranged from about 0% to 5.25%. Most of the theoretical examples in this book assume interest rate range from 6% to 20%. These rates are high even when compared to the 3% rate in 1994 when the first edition of this book was published.It seems odd that Natenberg devotes so much his book to the effects of interest rates, when they have very little effect on the short-term options that are actively traded. He admits as much towards the end of his book when he states, “Because most actively traded options tend to be short term, with expirations of less than one year, interest rates would have to change dramatically to have an impact on any but the most deeply in-the-money options.” (page 467, 3rd paragraph).Page 359, Binomial Option Pricing - The Cox – Ross – Rubinstein model was developed in the late 1970s as a “method of explaining basic option pricing theory to students without using advanced mathematics”. While this model (like the slide rule) may have been useful 40-50 years ago, it has no practical value today. Most trading platforms can instantly calculate an option’s theoretical value.Page 381, Volatility Revisited - Most of the figures in Chapter 20 illustrate that the implied volatilities (IV) trend from high to low going from short-term to long-term options (e.g., Figures 20-12, 20-13, 20-14, 20-18, 20-20 and 20-21). In contrast, I have observed that IV often runs in the opposite direction (i.e., short-term options have a lower IV than long-term options). Events such as earnings, acquisitions, mergers, stock buy-backs, elections and world events can trigger an IV surge at any expiration month that immediately follows the event. Implied volatility eventually reverts to a mean value, but it can stay below the mean for months and then suddenly jump above the mean and drop back in a few days. In my opinion, IV does not trend, but moves randomly above and below its moving average.Surprisingly, Natenberg does not discuss whether technical analyses could be applied to IV. To distinguish expensive options (with a high IV) from cheap ones (with a low IV), I use an “Implied Volatility Stochastic Oscillator” that plots the current implied volatility level as a percentage of its 52-week range.Page 412, Position Analysis - To simplify a complicated spread of puts, calls and the underlying stock, Natenberg converts the puts to their synthetic equivalents. For example, 19 March 65 puts are converted to 19 March 65 calls and short 1900 shares of the underlying stock. This type of conversion is valid only for puts and calls that have a delta of .50. The puts that are being converted, however, have different strikes and different deltas.Page 432, Some Thoughts on Market Making – The text assess the risks of a mixed collection of options that a market maker might accumulate over time; it states, “We will also assume that the implied volatility for June changes at 75 percent of the rate of change in April and the implied volatility for August changes at 50 percent of the rate of change in April.” Later on page 501 (1st paragraph) when discussing shifting the volatility, the text states, “… when the underlying price rises, implied volatility tends to fall; when the underlying price falls, implied volatility tends to rise.” In my opinion, the daily fluctuations in IV are random and frequently do not conform to projections that are based on a theoretical model. Although IV reverts to a mean, this reversion only becomes apparent in weekly or monthly charts. Over a period of days, IV stays mostly below its mean and makes brief surges above its mean. My point here is that IV is unpredictable over a 3 to 4 month time span.In my opinion, market data do not confirm these assumptions on IV rate of change and assertions that IV rises when the stock price falls or IV falls when the stock price rises. Chart 1 (attached to these comments) plots the daily price and IV of the Dow Jones Industrials (DIA) from March through October 2016. Note that price and IV do not correlate:• price trends up while IV does not trend;• price stays within one standard deviation of its linear regression while IV frequently moves more than one standard deviation above and below its linear regression;• price remains predominantly above its 120 day moving average while IV remains predominantly below its 120 day moving average.My point here is that other than distinguishing cheap from expensive options, the theoretical model does not project the month to month changes and trends in IV.Page 471, Volatility is Constant over the Life of the Option - Figures 23.3, 23.4 and 23.5 and the text state that at-the-money options decrease in value when volatility falls and increase in value when volatility rises. This relationship may be valid for the option’s theoretical value, but not for the market price.An option’s market price implies a volatility (IV) that does not correlate with the historical volatility (V) of the underlying asset. Chart 2 (attached to these comments) plots the daily IV and V of Eli Lily Corporation (LLY) from April to November 21, 2016. The upper chart shows that IV surged upward from August to November while V stayed range-bound. The lower chart shows that from May to November IV values were 1.2 X to 3 X higher than V. Since expensive options have a high IV, and cheap options have a low IV, these charts suggest that LLY options became increasingly expensive from May to November even though the volatility of the LLY stock stayed flat.Page 507, Implied Distributions – This section claims that an infinite number of butterfly spreads would have the same maximum value as just one spread. It states, “At expiration, the 95/100/105 butterfly (i.e. buy a 95 call, sell two 100 calls, buy a 105 call) will have a … maximum value of 5.00.” An infinite number of butterfly spreads at five point intervals would likewise “have a value of exactly 5.00.” Later (page 508) Natenberg invites the reader “to confirm that all the butterfly values do indeed sum to 5.00…”.Charts 3 and 4 (attached to these comments) plot butterfly spreads of the Nasdaq Index (QQQ) at 118.37. Chart 3 plots 2 butterfly spreads at .50 expiration intervals, and Chart 4 plots 4 butterfly spreads at the same expiration intervals. Using market values, my Tradestation platform calculated that the 2 butterfly spread would have a maximum value of $260.00 while the 4 butterfly spread would have a maximum value of $190.00. Perhaps if I had used the option’s theoretical values, as Natenberg presumably did, my butterflies would have confirmed “that all the butterfly values indeed sum to [the same value].” However, I think that Natenberg would have better served his readers if he had pointed out the significant difference between spreads constructed from options’ theoretical versus market values.Careless ErrorsPage 172, The text incorrectly shows that both a long and short strangle have a positive gamma, negative theta and positive vega. The short strangle should have negative gamma, positive theta and negative vega.Page 189, Figures 11-22 and 11.23, The figures incorrectly state that for both a long and short calendar spread the trader would buy a long term and sell a short term option. For the short calendar spread, the trader would sell the long term option and buy the short term option.Page 206, Figure 11-33, In short and long straddles the same number of puts and calls are sold or bought. Two of the six straddles in this figure sells more calls than puts, and one straddle buys more puts than calls.Page 260, 5th paragraph, The example of a bull put spread incorrectly buys and sells the same number of contracts of the same option. In other words, the spread does not exist.Page 329, 1st paragraph, The text states, “By comparing implied volatility with expected volatility over the life of the option, the hedger ought to be able to make a sensible determination as to whether he wants to buy or sell options.” What is “expected volatility”? The term is not defined in the glossary or appear in the index.Page 343, Figure 18.7, The number of occurrences used to calculate the average stock value should be 60 not 153.Page 359, Binomial Option Pricing, The 2nd paragraph states that one of the advantages of binomial option pricing is that you can assume “there are no interest or dividend considerations”. Interest and dividends are considered in the formulas and figures presented throughout this chapter.Page 412, The table in the middle of the page shows that 38 (19+19) March 65 puts were synthetically converted to 0 March 65 calls and 0 underlying stock. This is not possible.Page 447, 2nd paragraph, The price-weighted index value which was initially 100 should be 150.Pages 469 and 470, Figures 23-3 and 23-4. These figures supposedly illustrate how changes in price affect volatility; however, the axes are not labeled, and it’s not apparent what the charts are plotting.Page 471 last paragraph and Figure 23-5 – The text states, “When the price of the underlying remaining generally between 95 and 105, options with exercise prices of 95, 100, and 105 are worth more than the Black-Scholes value in a rising-volatility market and less than the Black-Sholes value in a falling-volatility market. “ All the option values in Figure 23-5 and perhaps the entire book were calculated from the Black-Sholes formula. In this case, it is not clear how option values that are calculated with the Black-Sholes formula could be “worth more than the Black-Sholes formula”.Page 502, Figure 24.14, The text in this figure should state: declining skew – not “investment” skew, and increasing skew – not “demand” skew.Chart 1, Dow Jones Industrial Average (DIA), Daily Price vs Implied VolatilityChart 2, Eli Lilly Corporation (LLY), Daily Implied Volatility (IV) vs Historic Volatility (Volatility Standard Deviation VSD)Chart 3, Nasdaq Index (QQQ), Maximum Profit of 2 Butterfly Spreads at .50 Expiration IntervalsChart 4, Nasdaq Index (QQQ), Maximum Profit of 4 Butterfly Spreads at .50 Expiration Intervals

In terms of content this book was outstanding. It provided great examples for a beginner learning options for the first time. I have taken a few option courses before and his strategies, techniques and terminologies were helpful. They were a little on the beginner side but as a market risk professional I will not that against him as he described the book as the "first book that new professional traders are given to learn the trading strategies and risk management techniques required for success in option markets." Given that it was outstanding.Now the reasons for the 1 rating: Simply put, the book is filled with basic 101 mistakes:1) Simple mathematical errors such as multiplication versus addition occur throughout the book's example2) It appears he overwrote examples (from the previous book?) with new numbers but he only partially updated the example at times. For instance: he will have 3 positions with a strike price of: 70, 75 & 80 and out of now where he ends up using 70, 75 & 65 for his three strikes.3) He has several typos in which he states one thing twice and then the direct opposite a second later (usually the example is wrong).4) The quantity of errors is surreal as makes you question the integrity of the book as a whole.5) I would not say it is "advanced strategies and techniques" but beginner to intermediate strategies and techniques.While I found this book to be a good resource (since I placed the emphasis on the ideas and terms, not the examples), I would not recommend it as your first book (which he described it as). Based on the reviews of the 1st Edition, I would say buy that book as it may be the best book for options. If he spent the time and provided good examples, I would give this book 5 stars and say it was a must have for ever collection. But the errors occur too often and they break down at a basic level. For a basic book that is heavily flawed, I saw it should only be rated a 1. If I did not have prior experience in options (academic courses and professional experience), I would be confused. Fortunately, most of the mistakes that he makes are quite obvious and you should be able to correct them on your own even if you are learning it for your first time. Overall, I say buy the 1st edition and avoid this book like a plague. Overall, if he would have read the book over, he should have been able to easily catch his mistakes. It's a shame he did not take the time to review the book to make sure it was written correctly. I've very disappointed in Sheldon Natenberg as his first edition was consider the bible of options (still is). 2nd Edition was a complete failure.

This book is a bit technical, and I highly recommend it as a second book on options trading. I haven't found anything close to the depth available in this title (that you can read without mastering advanced mathetics). If you are trading volatility strategies, the information in this book can give you a significant edge. Every options trader should have this one on the bookshelf.

Over and over again the traders I respect most have recommended this book as the best option book to read for those interested in trading options. While I agree this is an excellent textbook for learning the complexities of option contracts along with most if not all of possible trading strategies. What I would consider is that this book reads basically like a school textbook and is a tough read, it took me quite awhile to get through it due to the denseness of the writing style. For new traders and those new to options I would suggest more basic books that are easier to start with and work your way up to this one as you progress in your understanding of option Greeks and how their prices are created. I would save this one as your fifth or sixth option book after you already have a handle on all the basics of options. This is one of the most informative and complete book on options just be ready to be able to understand it when you read it, this is not casual reading, it is for the serious option trader.

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Option Volatility and Pricing: Advanced Trading Strategies and Techniques, 2nd Edition PDF

Option Volatility and Pricing: Advanced Trading Strategies and Techniques, 2nd Edition PDF

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PDF Ebook Stuff You Need To Know: A Guide for Young Adults with Autism

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Patricia Weaver is a parent of a son with autism. Her dual degrees in Biology and Health Sciences with a certification as a Physician’s Assistant were a strong foundation for her additional training in the Lovaas method of ABA and the Greenspan Floortime methodology. She acquired additional training in TEACCH and PECS during her employment as a teacher and specialist. She has over 20 years of experience working with persons with Autism including in the Henrico County school system; as past president of the Autism Society of America, Central VA Chapter; and as four years as the Director of Tuckahoe Little League Challenger Division. Additionally, she is one of the co-founders and president of the Skills Development Center (SDC), a non-profit organization dedicated to the continued learning and self-empowerment of adults over 18 with intellectual and developmental disabilities. Her passion is her current job as the Program Director of the SDC, working with these adults as they continue to learn skills, explore and develop talents and help them connect with their peers in a facilitated recreation center. Stuff You Need to Know was written for this population to help them learn some of the softer, subtler skills of adulthood such as technology, internet, health and hygiene and cooking.

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Paperback: 136 pages

Publisher: Future Horizons (January 15, 2019)

Language: English

ISBN-10: 1941765912

ISBN-13: 978-1941765913

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8.5 x 0.5 x 11 inches

Shipping Weight: 13.8 ounces (View shipping rates and policies)

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Free Ebook The Spirituals and the Blues: An Interpretation, by James H. Cone

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About the Author

James H. Cone, Bill and Judith Moyers Distinguished Professor of Systematic Theology at Union Theological Seminary, is widely regarded as one of the most influential theologians in America. His books include Black Theology & Black Power, A Black Theology of Liberation, The Spirituals & the Blues, God of the Oppressed, Martin & Malcolm & America: A Dream or a Nightmare and The Cross and the Lynching Tree.

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Product details

Paperback: 152 pages

Publisher: Orbis Books; 2nd Revised ed. edition (August 18, 1992)

Language: English

ISBN-10: 9780883448434

ISBN-13: 978-0883448434

ASIN: 0883448432

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5.2 x 0.4 x 8.2 inches

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16 customer reviews

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James Cone is undeniably one of the most important theologians of the last century, and this book helps the reader to understand an important development in his thought. Cone burst onto the academic scene with "Black Theology Black Power" (1969) and quickly followed up this work with "A Black Theology of Liberation" (1970). In these two texts Cone founds Black Liberation Theology as an academic discipline, and brilliantly argues that the Black Power movement was the gospel that racist America, and those oppressed by it, needed to hear.Cone's first two books, however, suffered from the fact that he was almost exclusively drawing upon white theologians in his quest to craft an authentically Black theology. This drew criticisms from various sectors of the theological community - perhaps most pointedly from his brother Cecil Wayne Cone in "The Identity Crisis in Black Theology - and Cone took those criticisms to heart. "The Spirituals and the Blues" is Cone's first attempt to craft theology from Black sources indigenous to America, namely the spirituals and the blues. Cone draws inspiration from the spirituals that sustained enslaved Black Americans and nurtured him in his spiritual upbringing, and argues that the blues - while not explicitly religious - are in fact a theological counterpart to the spirituals. This work then has a profound impact on Cone's mature systematic work "God of the Oppressed" and has borne fruit in more recent Black Liberation and Womanist thought that has drawn theological insight from slave narratives, the hush harbor church, the experiences of Black female domestic workers, etc. This work significantly broadened the academic field of Black Liberation Theology, and has significantly enriched theological discourse in America.

If you are not black, this book will be especially eye-opening. We tend to downplay the psychological burdens and emotional suffering of others. This book corrects that for those of us who have not experienced the suffering imposed by racism. Cone's book can also open our eyes to other forms of suffering not related to race, even to understand better those other forms of suffering.

Wonderful book

Loved the bookdatean time

Easily one of the most beautiful theological works that analyzes the black spirit in and through the spirituals and the blues. These musical outlets are more than ascetic get-aways under oppressive regimes, rather they embody the rhythmic sways and suaves of black hope and grit. Grounded in real history, the spirituals and the blues expose, reject, and recapitulate supremacists' definition of black nothingness/nobodiness into black somebodiness. For blacks, music is their authoritative medium for reshaping their narrative towards a redemptive and majestic eschatological hope: "My Lord! Po' mourner's got a home at las'. Mourner's got a home at las'."cf. sooholee.wordpress

Cone always comes through

This is a fascinating book. The comparison of the spiritual and blues is informative, thought provoking, and inspirational. I recommend this book to anyone interested in the spiritual.

very informative

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Ebook The Kingmaker's Daughter (The Plantagenet and Tudor Novels), by Philippa Gregory

Ebook The Kingmaker's Daughter (The Plantagenet and Tudor Novels), by Philippa Gregory

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The Kingmaker's Daughter (The Plantagenet and Tudor Novels), by Philippa Gregory

Ebook The Kingmaker's Daughter (The Plantagenet and Tudor Novels), by Philippa Gregory

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Review

“Gregory returns with another sister act. The result: her best novel in years.” (USAToday.com)“The Kingmaker’s Daughter is Gregory in fine form. . . . The Cousins' War . . . provides a rich setting for drama with its endless plots and conniving courtiers.” (Associated Press)“Gregory ... always delivers the goods. Her latest novel wraps up her ‘cousins' war’ series of royal witches, philanderers and kingslayers with the story of King Richard III's wife, Anne Neville, who went from the marital bed of one royal prince to that of another king-to-be during this long family feud.” (New York Post)“From the queen of royal fiction comes a gripping 15th-century tale of the daughters of the man known as the ‘Kingmaker.'" (San Antonio Express-News)"Gorgeous fun." (New York Daily News)“Conspiracy and a fight to the death for love and power.” (Los Angeles Times)“Gregory is one of historical fiction’s superstars, and The Kingmaker’s Daughter shows why. . . . providing intelligent escape, a trip through time to a dangerous past.” (Historical Novels Review (Editor's Choice Review))“The bonds of sisterhood infuse Gregory’s latest. . . . The stakes are high as Anne and Isabel Neville, daughters of the earl of Warwick (‘The Kingmaker’), vie for their father’s favor and a chance at the throne. . . . . In addition to Gregory handling a complicated history, she convincingly details women’s lives in the 1400s and the competitive love between sisters.” (Publishers Weekly)“Gregory delivers another vivid and satisfying novel of court intrigue, revenge, and superstition. Gregory’s many fans as well as readers who enjoy lush, evocative writing, vividly drawn characters, and fascinating history told from a woman’s point of view will love her latest work.” (Library Journal)“It’s every man and woman for themselves in Gregory’s latest, which offers reliable royal entertainment." (Booklist)

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About the Author

Philippa Gregory is the author of many New York Times bestselling novels, including The Other Boleyn Girl, and is a recognized authority on women’s history. Many of her works have been adapted for the screen including The Other Boleyn Girl. Her most recent novel, The Last Tudor, is now in production for a television series. She graduated from the University of Sussex and received a PhD from the University of Edinburgh, where she is a Regent. She holds honorary degrees from Teesside University and the University of Sussex. She is a fellow of the Universities of Sussex and Cardiff and was awarded the 2016 Harrogate Festival Award for Contribution to Historical Fiction. She is an honorary research fellow at Birkbeck, University of London. She founded Gardens for the Gambia, a charity to dig wells in poor rural schools in The Gambia, and has provided nearly 200 wells. She welcomes visitors to her website PhilippaGregory.com.

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Product details

Series: The Plantagenet and Tudor Novels

Paperback: 464 pages

Publisher: Atria Books; Reprint edition (April 9, 2013)

Language: English

ISBN-10: 1451626088

ISBN-13: 978-1451626087

Product Dimensions:

5.2 x 1 x 8 inches

Shipping Weight: 14.4 ounces (View shipping rates and policies)

Average Customer Review:

4.4 out of 5 stars

894 customer reviews

Amazon Best Sellers Rank:

#91,342 in Books (See Top 100 in Books)

I used to regard Anne as a weak woman, sickly, and very submissive. I did wonder how she could possibly have allowed Richard to parade and favor his niece right in front of her, and now I understand. Once you really explore the emotions Anne probably felt in response to her life's events, her fate seems a natural consequence. Frustration, futility, and disenchantment are abound in this book- but not without heavy doses of hope and passion.

The Kingmaker's Daughter provides another viewpoint into the War of the Roses, this time via Richard Neville, Duke of Warwick's family. His two daughters, Isabel and Anne, were like many children of their time, used as political pawns to grasp power. The story follows the Duke's early fall from power when his puppet King Edward throws off his influence by jilting his arranged political marriage and instead marries Elizabeth Woodvile for love. Duke Richard then begins decades of espionage in an effort to obtain the throne via one of his daughters, with King Edward's brothers displaying varying levels of loyalty.After reading The White Queen, the story told from Elizabeth Woodville's perspective, it was interesting to read the same circumstances told again from Anne Neville's perspective. History requires a bit more filling in of blanks on Ms. Gregory's part for a meaty tale of the latter, but I did enjoy how her able storytelling made it possible to engender sympathy for both parties, though they were certainly competitors in the most vital sense. The novel keeps a good pace, and though it should not be used as a historical reference, as many details are changed or omitted to help with an engaging storyline, it was a riveting read. I highly recommending reading both novels, as one of the great pleasures I found was the sympathy I had for each character and their story.

WHAT I LIKED:What I liked the most was the really believable POV depicted throughout Anne Neville. The build up of her life and the experiences she had that lead her to be a Queen of England- it was well written, it was entertaining, and Anne Neville's view of history, especially around Richard her husband, is really refreshing.WHAT I DIDN'T LIKE:Anne Neville and Isabelle Neville. I loved seeing the world through Anne's eyes, but I could not bring myself to like her or her sister Isabelle. With every page, I found myself more annoyed or frustrated with their characters.Maybe that was Philippa Gregory's goal- to make them more frustrating and unlikable next to the White Queen & Princess. I don't really know, but I do think this is worth the read at the end of the day. I give it 3/5 stars instead of 4/5 because even though it was well done, I found the overall read of this book more exhausting than energizing.

Here's the thing. I love history. A lot. I love when Philippa Gregory novels. A lot. The fact that her books are historical novels makes me nearly giddy. I might love Gregory's novels to the point I almost hate them just a little bit, too. The Kingmaker's Daughter was no exception.The Kingmaker's Daughter is the story of Anne Neville and her road to becoming queen. It starts when she is 8 years old and ends when she is 28. She starts off as her father's pawn, a way to move higher in importance by marrying her off to the best offer. Her father uses her to try and win back his power over the king after King Edward's (of the York side) wife and her family steal his influence away. She is married to Prince Edward of the Lancaster side as a way to buy a tie to the kingship. After her husband dies and the Lancaster line is officially ended, she loses nearly all her potential power and influence.It is at this moment she starts to make choices for herself. She knows there are very few options to gain independence for herself, so she takes the next best road and marries someone she cares a great deal for, and eventually loves. Richard. I never doubted for a second that they came to love each other. To begin with, it almost feels as though the marriage is one of purpose. She wants to leave the house of her sister and brother-in-law, and Richard wants access to the land, wealth, and power her name brings. But by the end of the novel, there was love there.The princes in the tower are touched upon, and yet nothing is definitively said about their fate. I like that Gregory doesn't try to take a side. She keeps that mystery going and I appreciate that.In the past 3 novels, I had come to form an opinion of Anne Neville and it wasn't the greatest. Even though I saw her as a product of those around her, I wasn't overly fond of her character in the last three books. However, when it's finally her turn to tell the story, I fell in love with her and started to despise characters I had loved previously.This is what I love most about The Cousins' War series. In one novel, a character is painted as horrible, but the next makes him or her lovable. There isn't one "villain" you can root against. They are all good and bad. Gregory has taken the stories we read in history books and made them into people. I can't get enough of it.The Kingmaker's Daughter is yet another brilliant addition to The Cousins' War series and I'm hopelessly upset I have to wait another year to hear Elizabeth of York's story.

I found The Kingmaker's Daughter to be an interesting look into the War of the Roses, showing the same events explored in The Red Queen and The White Queen from yet another perspective. However, whereas I feel that The Red Queen was at times too introspective and heavy-handed with character-driven plot, The Kingmaker's daughter falls to the other extreme. In The Other Boleyn Girl and The Boleyn Inheritance, Gregory did a masterful job of writing characters whose motivations and loyalties were deeply conflicted, and unclear even to the characters themselves. In The Kingmaker's Daughter, loyalties are equally messy, but without the same introspective quality, the characters come off as inconsistent instead of conflicted. Anne often seemed to change her mind about things in the middle of conversations, and while these changes would make sense if given the proper context of years of loyalty to one person or another, without context they seem almost flighty.In short, I did enjoy learning more about other players in the War of the Roses, but wish we had gotten to see more of Gregory's thoughts of what might have been going on inside the characters' heads!

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